Volver a la revista Documentos de Trabajo (ICAE)

Volatility spillovers and causality of carbon emissions, oil...

Total de citas: 5

Artículo citado
Volatility Spillovers Between Energy and Agricultural Markets: : A Critical Appraisal of Theory and Practice (2015) Núm. 8 Pág. 1-38
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers (2016) Núm. 15 Pág. 1-39
A One Line Derivation of EGARCH (2014) Núm. 15 Pág. 1-9
Do We Really Need Both BEKK and DCC? : A Tale of Two Covariance Models (2009) Núm. 4 Pág. 1-28
A One Line Derivation of DCC: : Application of a Vector Random Coefficient Moving Average Process (2014) Núm. 29 Pág. 1-15